+164.6%
RTX vs FERG
+72.5%
+92.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -3.1% | +3.4% | -6.5% | -3.7% |
| 30D | -10.6% | -11.5% | +0.9% | -8.6% |
| 3M | +11.6% | +1.3% | +10.4% | +11.0% |
| 6M | -4.5% | -1.0% | -3.5% | -4.7% |
| YTD | +9.6% | +3.2% | +6.4% | +8.3% |
| 1Y | +30.8% | -3.0% | +33.8% | +30.4% |
| 3Y | +152.8% | +55.0% | +97.8% | +122.0% |
| All | +164.6% | +72.5% | +92.1% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FERG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling